+147.7%
P vs COMP
+215.9%
-68.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.3% |
| 7D | +6.5% | +1.4% | +5.2% | +6.3% |
| 30D | +18.8% | -13.3% | +32.2% | +21.1% |
| 3M | +26.7% | +41.1% | -14.4% | +20.1% |
| 6M | +62.2% | +17.2% | +45.0% | +56.2% |
| YTD | +48.5% | +5.2% | +43.3% | +44.6% |
| 1Y | +26.4% | +18.9% | +7.5% | +20.3% |
| All | +147.7% | +215.9% | -68.2% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling